CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS

作     者：刘继学 陈希孺 Liu Jixue Chen Xiru Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China Department of Mathematics, Graduate School of Chinese Academy of Sciences, Beijing 100039, China

作者机构：Department of Statistics and Finance University of Science and Technology of China Hefei 230026 China Department of Mathematics Graduate School of Chinese Academy of Sciences Beijing 100039 China 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2005年第25卷第1期

页      面：50-58页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：EV model consistency 

摘      要：Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadratic-mean consistency.